Similar Search Results - EconBiz

Impact of information disclosure on prices, volume, and market volatility : an experimental approach

Zhang, Yang; Zhang, Hong; Seiler, Michael J. - In: The journal of behavioral finance : a publication of … 16 (2015) 1, pp. 12-19

Persistent link: https://www.econbiz.de/10011333728

Information gains from using short-dated options for measuring and forecasting volatility

Todorov, Viktor; Zhang, Yang - In: Journal of applied econometrics 37 (2022) 2, pp. 368-391

Persistent link: https://www.econbiz.de/10013165240

Investor Sentiment and Forecasting Ability : Evidence from COT Reports in Precious Metal Futures Markets

Zhang, Yang - 2017

Exploring the information contained in Commodity Futures Trading Commission's (CFTC) Commitments of Traders (COT) reports, this analysis investigates the forecasting ability of investor sentiment index in three major precious metal futures markets, namely, Gold, Silver, and Platinum. A strong...

Persistent link: https://www.econbiz.de/10012973584

Spillover and profitability of intraday herding on cross-listed stocks

Lai, Rose Neng; Zhang, Yang - In: The Chinese economy : translations and studies 53 (2020) 1, pp. 25-61

Persistent link: https://www.econbiz.de/10012182173

The stock-bond comovements and cross-market trading

Mengling Li; Zheng, Huanhuan; Chong, Terence Tai-Leung; … - In: Journal of economic dynamics & control 73 (2016), pp. 417-438

Persistent link: https://www.econbiz.de/10011709117

Bias reduction in spot volatility estimation from options

Todorov, Viktor; Zhang, Yang - In: Journal of econometrics 234 (2023) 1, pp. 53-81

Persistent link: https://www.econbiz.de/10014364661

On the relation between the expected value and the volatility of the nominal excess return on stocks

Glosten, Lawrence R.; Jagannathan, Ravi; Runkle, David E. - 1993

Persistent link: https://www.econbiz.de/10000870606

On the relation between the expected value and the volatility of the nominal excess return on stocks

Glosten, Lawrence R.; Jagannathan, Ravi; Runkle, David E. - 1993 - rev

Persistent link: https://www.econbiz.de/10000142591

Price momentum in stocks : insights from Victorian age data

Chabot, Benjamin; Ghysels, Eric; Jagannathan, Ravi - 2008

Persistent link: https://www.econbiz.de/10003791258

Tail risk in momentum strategy returns

Daniel, Kent; Jagannathan, Ravi; Kim, Soohun - 2012

Persistent link: https://www.econbiz.de/10009562288

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